TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
2993MetricsCalculationPriceSourceMtrcsCalcPxSrcint

Specifies the source of the price(s) of the security used in the calculation of the metrics or analytics data.


MetricsCalculationPriceSourceCodeSet
1=

Real-time

Real-time market prices used as the data source in metrics/analytics calculation.

Added EP288 [Realtime]
2=

End of day

Official end of day price (marking) used as the data source in metrics/analytics calculation.

Added EP288 [EndOfDay]
Added EP288
Used in messages:
[SecurityRiskMetricsReport]